SYNGENE
Syngene International Ltd
Historical option data for SYNGENE
02 Mar 2026 04:11 PM IST
| SYNGENE 30-MAR-2026 440 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.39
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 2 Mar | 412.25 | 6.35 | -2.55 | 32.78 | 418 | -31 | 690 | |||||||||
| 27 Feb | 422.20 | 8.85 | -2.3 | 29.91 | 480 | -55 | 720 | |||||||||
| 26 Feb | 425.90 | 11 | -4 | 31.44 | 634 | 58 | 774 | |||||||||
| 25 Feb | 433.60 | 15.2 | -2.7 | 31.34 | 605 | 54 | 715 | |||||||||
| 24 Feb | 437.10 | 17.95 | -6.15 | 32.81 | 763 | 298 | 652 | |||||||||
| 23 Feb | 446.95 | 24.95 | 3.45 | 34.42 | 495 | -46 | 358 | |||||||||
| 20 Feb | 442.70 | 21 | 0.65 | 28.93 | 656 | -58 | 412 | |||||||||
| 19 Feb | 438.20 | 20 | 1.8 | 32.73 | 1,358 | 324 | 469 | |||||||||
| 18 Feb | 433.15 | 18.05 | -0.05 | 33.3 | 270 | 115 | 135 | |||||||||
| 17 Feb | 432.90 | 18.3 | -2.4 | 33.49 | 27 | 9 | 21 | |||||||||
| 16 Feb | 435.05 | 20.4 | -0.6 | 34.6 | 9 | 2 | 11 | |||||||||
| 13 Feb | 434.35 | 21 | -6 | 33.92 | 12 | 8 | 9 | |||||||||
| 12 Feb | 446.35 | 27 | -4.4 | 32.93 | 1 | 0 | 0 | |||||||||
| 11 Feb | 455.10 | 31.4 | 3.25 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 452.80 | 31.4 | 3.25 | 31.02 | 1 | 0 | 1 | |||||||||
| 9 Feb | 455.50 | 28.15 | -182.3 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 447.65 | 28.15 | -182.3 | 30.57 | 1 | 0 | 0 | |||||||||
| 5 Feb | 459.50 | 210.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 472.60 | 210.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 478.00 | 210.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 467.75 | 210.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 465.35 | 210.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 473.45 | 210.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 472.70 | 210.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Syngene International Ltd - strike price 440 expiring on 30MAR2026
Delta for 440 CE is 0.28
Historical price for 440 CE is as follows
On 2 Mar SYNGENE was trading at 412.25. The strike last trading price was 6.35, which was -2.55 lower than the previous day. The implied volatity was 32.78, the open interest changed by -31 which decreased total open position to 690
On 27 Feb SYNGENE was trading at 422.20. The strike last trading price was 8.85, which was -2.3 lower than the previous day. The implied volatity was 29.91, the open interest changed by -55 which decreased total open position to 720
On 26 Feb SYNGENE was trading at 425.90. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was 31.44, the open interest changed by 58 which increased total open position to 774
On 25 Feb SYNGENE was trading at 433.60. The strike last trading price was 15.2, which was -2.7 lower than the previous day. The implied volatity was 31.34, the open interest changed by 54 which increased total open position to 715
On 24 Feb SYNGENE was trading at 437.10. The strike last trading price was 17.95, which was -6.15 lower than the previous day. The implied volatity was 32.81, the open interest changed by 298 which increased total open position to 652
On 23 Feb SYNGENE was trading at 446.95. The strike last trading price was 24.95, which was 3.45 higher than the previous day. The implied volatity was 34.42, the open interest changed by -46 which decreased total open position to 358
On 20 Feb SYNGENE was trading at 442.70. The strike last trading price was 21, which was 0.65 higher than the previous day. The implied volatity was 28.93, the open interest changed by -58 which decreased total open position to 412
On 19 Feb SYNGENE was trading at 438.20. The strike last trading price was 20, which was 1.8 higher than the previous day. The implied volatity was 32.73, the open interest changed by 324 which increased total open position to 469
On 18 Feb SYNGENE was trading at 433.15. The strike last trading price was 18.05, which was -0.05 lower than the previous day. The implied volatity was 33.3, the open interest changed by 115 which increased total open position to 135
On 17 Feb SYNGENE was trading at 432.90. The strike last trading price was 18.3, which was -2.4 lower than the previous day. The implied volatity was 33.49, the open interest changed by 9 which increased total open position to 21
On 16 Feb SYNGENE was trading at 435.05. The strike last trading price was 20.4, which was -0.6 lower than the previous day. The implied volatity was 34.6, the open interest changed by 2 which increased total open position to 11
On 13 Feb SYNGENE was trading at 434.35. The strike last trading price was 21, which was -6 lower than the previous day. The implied volatity was 33.92, the open interest changed by 8 which increased total open position to 9
On 12 Feb SYNGENE was trading at 446.35. The strike last trading price was 27, which was -4.4 lower than the previous day. The implied volatity was 32.93, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SYNGENE was trading at 455.10. The strike last trading price was 31.4, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SYNGENE was trading at 452.80. The strike last trading price was 31.4, which was 3.25 higher than the previous day. The implied volatity was 31.02, the open interest changed by 0 which decreased total open position to 1
On 9 Feb SYNGENE was trading at 455.50. The strike last trading price was 28.15, which was -182.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb SYNGENE was trading at 447.65. The strike last trading price was 28.15, which was -182.3 lower than the previous day. The implied volatity was 30.57, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SYNGENE was trading at 459.50. The strike last trading price was 210.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SYNGENE was trading at 472.60. The strike last trading price was 210.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SYNGENE was trading at 478.00. The strike last trading price was 210.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb SYNGENE was trading at 467.75. The strike last trading price was 210.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SYNGENE was trading at 465.35. The strike last trading price was 210.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan SYNGENE was trading at 473.45. The strike last trading price was 210.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan SYNGENE was trading at 472.70. The strike last trading price was 210.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SYNGENE 30MAR2026 440 PE | |||||||
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Delta: -0.68
Vega: 0.41
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 412.25 | 32 | 7.55 | 37.72 | 102 | -16 | 456 |
| 27 Feb | 422.20 | 25 | 2.55 | 33.91 | 54 | -17 | 472 |
| 26 Feb | 425.90 | 22.3 | 4.1 | 31.63 | 205 | -4 | 486 |
| 25 Feb | 433.60 | 18.5 | 0.6 | 33.19 | 209 | 47 | 489 |
| 24 Feb | 437.10 | 18.15 | 4.35 | 35.13 | 328 | 124 | 433 |
| 23 Feb | 446.95 | 13.4 | -2.75 | 33.95 | 164 | 47 | 304 |
| 20 Feb | 442.70 | 16.4 | -2.9 | 36.05 | 150 | 46 | 256 |
| 19 Feb | 438.20 | 18.65 | -1.5 | 35.07 | 154 | 94 | 211 |
| 18 Feb | 433.15 | 19.75 | -0.45 | 32.59 | 188 | 108 | 118 |
| 17 Feb | 432.90 | 20.2 | 0.9 | 32.78 | 1 | 0 | 11 |
| 16 Feb | 435.05 | 19.3 | -5.55 | 32.83 | 5 | 4 | 10 |
| 13 Feb | 434.35 | 24.85 | 6.9 | 41.39 | 2 | 1 | 5 |
| 12 Feb | 446.35 | 17.95 | 4.95 | 37.55 | 1 | 0 | 3 |
| 11 Feb | 455.10 | 13 | 0.05 | - | 0 | 0 | 3 |
| 10 Feb | 452.80 | 13 | 0.05 | 32.84 | 2 | 0 | 2 |
| 9 Feb | 455.50 | 12.95 | -1.95 | 33.76 | 1 | 0 | 1 |
| 6 Feb | 447.65 | 14.9 | 14.7 | 32.13 | 1 | 0 | 0 |
| 5 Feb | 459.50 | 0.2 | 0 | 4.47 | 0 | 0 | 0 |
| 4 Feb | 472.60 | 0.2 | 0 | 6.47 | 0 | 0 | 0 |
| 3 Feb | 478.00 | 0.2 | 0 | 7.01 | 0 | 0 | 0 |
| 2 Feb | 467.75 | 0.2 | 0 | 5.89 | 0 | 0 | 0 |
| 1 Feb | 465.35 | 0.2 | 0 | 5.64 | 0 | 0 | 0 |
| 30 Jan | 473.45 | 0.2 | 0 | 6.57 | 0 | 0 | 0 |
| 29 Jan | 472.70 | 0.2 | 0 | 6.39 | 0 | 0 | 0 |
For Syngene International Ltd - strike price 440 expiring on 30MAR2026
Delta for 440 PE is -0.68
Historical price for 440 PE is as follows
On 2 Mar SYNGENE was trading at 412.25. The strike last trading price was 32, which was 7.55 higher than the previous day. The implied volatity was 37.72, the open interest changed by -16 which decreased total open position to 456
On 27 Feb SYNGENE was trading at 422.20. The strike last trading price was 25, which was 2.55 higher than the previous day. The implied volatity was 33.91, the open interest changed by -17 which decreased total open position to 472
On 26 Feb SYNGENE was trading at 425.90. The strike last trading price was 22.3, which was 4.1 higher than the previous day. The implied volatity was 31.63, the open interest changed by -4 which decreased total open position to 486
On 25 Feb SYNGENE was trading at 433.60. The strike last trading price was 18.5, which was 0.6 higher than the previous day. The implied volatity was 33.19, the open interest changed by 47 which increased total open position to 489
On 24 Feb SYNGENE was trading at 437.10. The strike last trading price was 18.15, which was 4.35 higher than the previous day. The implied volatity was 35.13, the open interest changed by 124 which increased total open position to 433
On 23 Feb SYNGENE was trading at 446.95. The strike last trading price was 13.4, which was -2.75 lower than the previous day. The implied volatity was 33.95, the open interest changed by 47 which increased total open position to 304
On 20 Feb SYNGENE was trading at 442.70. The strike last trading price was 16.4, which was -2.9 lower than the previous day. The implied volatity was 36.05, the open interest changed by 46 which increased total open position to 256
On 19 Feb SYNGENE was trading at 438.20. The strike last trading price was 18.65, which was -1.5 lower than the previous day. The implied volatity was 35.07, the open interest changed by 94 which increased total open position to 211
On 18 Feb SYNGENE was trading at 433.15. The strike last trading price was 19.75, which was -0.45 lower than the previous day. The implied volatity was 32.59, the open interest changed by 108 which increased total open position to 118
On 17 Feb SYNGENE was trading at 432.90. The strike last trading price was 20.2, which was 0.9 higher than the previous day. The implied volatity was 32.78, the open interest changed by 0 which decreased total open position to 11
On 16 Feb SYNGENE was trading at 435.05. The strike last trading price was 19.3, which was -5.55 lower than the previous day. The implied volatity was 32.83, the open interest changed by 4 which increased total open position to 10
On 13 Feb SYNGENE was trading at 434.35. The strike last trading price was 24.85, which was 6.9 higher than the previous day. The implied volatity was 41.39, the open interest changed by 1 which increased total open position to 5
On 12 Feb SYNGENE was trading at 446.35. The strike last trading price was 17.95, which was 4.95 higher than the previous day. The implied volatity was 37.55, the open interest changed by 0 which decreased total open position to 3
On 11 Feb SYNGENE was trading at 455.10. The strike last trading price was 13, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Feb SYNGENE was trading at 452.80. The strike last trading price was 13, which was 0.05 higher than the previous day. The implied volatity was 32.84, the open interest changed by 0 which decreased total open position to 2
On 9 Feb SYNGENE was trading at 455.50. The strike last trading price was 12.95, which was -1.95 lower than the previous day. The implied volatity was 33.76, the open interest changed by 0 which decreased total open position to 1
On 6 Feb SYNGENE was trading at 447.65. The strike last trading price was 14.9, which was 14.7 higher than the previous day. The implied volatity was 32.13, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SYNGENE was trading at 459.50. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 4.47, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SYNGENE was trading at 472.60. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SYNGENE was trading at 478.00. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0
On 2 Feb SYNGENE was trading at 467.75. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SYNGENE was trading at 465.35. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0
On 30 Jan SYNGENE was trading at 473.45. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 0
On 29 Jan SYNGENE was trading at 472.70. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 0
